Kolmogorov-Smirnov StatisticCompute the probability associated with the Kolmogorov-Smirnov statistic: \[ KS_{Statistic} = \sqrt{n} \cdot \mathop{\max}\limits_{1 \leq i \leq n}(f_i - \frac{i-1}{n},\frac{i}{n}-f_{i}) \](f = cummulative distribution function of the distribution function being tested). Computation limitations:Sample size, n; 2 ≤ n ≤ 1000, not necessary an integer.Calculated value of the Kolmogorov-Smirnov statistic, on the sample of size n, with at least five significant digits, KS; 0.3 ≤ KS ≤ 2.Return value:Probability to be observed a better agreement between the observed sample and the hypothetical distribution being tested.Is obtained with three significant digits.Limitation: 1.0E-7 ≤ min(p,1-p).Ref:A paper describing the procedure will be prepared.Calculation uses 42 coeficients obtained from a high resolution Monte-Carlo experiment.Compute for: | |